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Call-Warrant
Symbol:
ABNNJB
ISIN:
CH1455135983
Issuer:
Bank Julius Bär
SIX Structured Products trading
| SIX Structured Products | Bid | Ask | Notation | |
|---|---|---|---|---|
|
Price
24.06.26
15:34:12 |
|
0.600
|
0.610
|
CHF |
| Volume |
600,000
|
200,000
|
||
| Trading hours for this product: 8:00 – 21:45 | ||||
Performance
| Closing prev. day | 0.550 | ||||
| Diff. absolute / % | -0.01 | -1.82% | |||
Determined prices
| Last Price | - | Volume | - | |
| Time | - | Date | - |
More Product Information
| Details | Underlying | Payment profile | Risk Indicator | Information & Tools | Similar Products |
Core Data
| Name | Call-Warrant |
| ISIN | CH1455135983 |
| Valor | 145513598 |
| Symbol | ABNNJB |
| Strike | 140.00 USD |
| Type | Warrants |
| Type | Bull |
| Ratio | 25.00 |
| SVSP Code | 2100 |
| Exercise type | American |
| Currency | Swiss Franc |
| First Trading Date | 24/06/2025 |
| Date of maturity | 18/12/2026 |
| Last trading day | 18/12/2026 |
| Settlement Type | Cash payout |
| IRS 871m | Potentially in scope for combined transactions |
| Currency safeguarded | No |
| Pricing | Dirty |
| Issuer | Bank Julius Bär |
Key data
| Implied volatility | 0.34% |
| Leverage | 5.77 |
| Delta | 0.56 |
| Gamma | 0.01 |
| Vega | 0.38 |
| Distance to Strike | 1.18 |
| Distance to Strike in % | 0.85% |
market maker quality Date: 23/06/2026
| Average Spread | 1.84% |
| Last Best Bid Price | 0.56 CHF |
| Last Best Ask Price | 0.57 CHF |
| Last Best Bid Volume | 600,000 |
| Last Best Ask Volume | 200,000 |
| Average Buy Volume | 600,000 |
| Average Sell Volume | 200,000 |
| Average Buy Value | 323,482 CHF |
| Average Sell Value | 109,827 CHF |
| Spreads Availability Ratio | 92.31% |
| Quote Availability | 92.31% |
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